+3,070.5%
MLM vs CPB
+177.0%
+2,893.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.9% |
| 7D | -2.9% | -8.6% | +5.7% | -1.0% |
| 30D | -6.8% | -7.2% | +0.4% | -5.3% |
| 3M | -11.2% | +0.9% | -12.1% | -11.7% |
| 6M | -21.8% | -11.8% | -10.0% | -20.0% |
| YTD | -17.0% | -19.4% | +2.4% | -13.4% |
| 1Y | -16.4% | -30.4% | +14.0% | -10.0% |
| 3Y | +14.5% | -40.2% | +54.6% | +25.5% |
| 5Y | +41.7% | -39.5% | +81.3% | +53.1% |
| 10Y | +200.0% | -47.4% | +247.4% | +222.0% |
| All | +3,070.5% | +177.0% | +2,893.5% | +2,224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling